cgg2022: Dataset of Chatziantoniou, Gabauer and Gupta (2022)

cgg2022R Documentation

Dataset of Chatziantoniou, Gabauer and Gupta (2022)

Description

For detailed information see: Chatziantoniou, I., Gabauer, D., & Gupta, R. (2021). Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach.

Usage

data(cgg2022)

Format

zoo data.frame


ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.